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arXiv · 1609.00343

On a completeness problem in a Fourier-based probability metrics in $\mathbb{R}^N$

Małgorzata Stawiska
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Abstract

We study completeness of the spaces $\mathcal{P}_s^=$ of probability measures in $\mathbb{R}^N$ which have equal (prescribed) moments up to order $s \in \mathbb{N}$, endowed with the metric $d_s(μ,ν)=\sup_{x \in \mathbb{R}^N\setminus 0}\frac{|\hat μ(x)-\hat ν(x)|}{|x|^s}$, where $\hat μ$ is the characteristic function of $μ$. We prove that the spaces $(\mathcal{P}_s^=,d_s)$ are complete if $s$ is even and construct suitable counterexamples to completeness for all odd $s$. This solves an open problem formulated by J. Carrillo and G. Toscani in 2007.

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Małgorzata Stawiska. 2019-09-27. On a completeness problem in a Fourier-based probability metrics in $\mathbb{R}^N$. https://arxiv.org/abs/1609.00343

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